The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

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    Original languageEnglish
    JournalJournal of Econometrics
    Volume160
    Issue1
    Pages (from-to)48-57
    Number of pages10
    ISSN0304-4076
    DOIs
    Publication statusPublished - 2011

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